+41.4%
GS vs AMBA
-20.7%
+62.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +0.9% | -11.0% | +11.9% | +2.6% |
| 30D | -1.6% | -23.2% | +21.6% | +2.2% |
| 3M | -4.5% | -12.7% | +8.2% | -4.1% |
| 6M | +20.9% | +11.2% | +9.7% | +12.1% |
| YTD | +19.9% | -11.2% | +31.1% | +16.0% |
| 1Y | +41.4% | -22.5% | +64.0% | +37.8% |
| All | +41.4% | -20.7% | +62.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling